IFRS 9 Impairment Modeling: Regulatory Perspectives & Modeling Approaches

Risk regulations as well as financial reporting require banks to measure expected loss for its products. Though obvious synergies are expected between their measurements….

Simplification of Model Risk Management

Financial institutions, like banks are continuously facing pressure from international and domestic regulatory bodies to conduct detailed analysis of all their financial models and submit regulatory reports.

Implementing a Successful Offshoring Program for Private Equity and Venture Capital Firms

Fund managers at Private Equity and Venture Capital firms are facing combined pressure of high un-invested capital and lack of attractive investment opportunities…

BCBS 239 – Leveraging Infrastructure

This whitepaper is recommended for decision makers at banks complying with BCBS 239…


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Guide to Implementing Outsourcing Strategy

Our previous e-book in this series discussed why banks chose third-party partners to tackle their credit function challenges. This e-book will help you understand different stages in an implementation process that will ensure sustainable partnership while maximizing benefits.


Leveraging Outsourcing in Credit functions

Today, top executives at banks are grappling with how to do more with less, resulting in a need to increase all-round efficiencies within their functions while managing client expectations and business risks. They focus on innovatively transforming their firms while balancing regulatory pressures, risks, and investor expectations...


Quality of Earnings Review – Identifying the Fat Tail

Learn why quality of earnings reviews are important in the investment due diligence process and identify common tricks used by some executives to distort earnings.

Challenges in Model Risk Management

Financial firms rely on quantitative models for a broad range of business decisions. In recent years, banks have increased their reliance on sophisticated quantitative models to navigate through the maze of ever-evolving new and complex regulations, which has exposed them to model risk in the current dynamic business environment.

The Revised Market Risk Framework (FRTB): How much is too much?

The Revised Fundamental Review of Trading Book (FRTB) framework introduces changes to ways banks manage risk and data.


Q1, 2017

The current issue features our Risk and Market Research solutions; along with our events and thought leadership.

Q2, 2017

This issue features three new whitepapers, focuses on our Commercial Lending Services and showcases the events we have been attending and hosting.